+302.2%
AEM vs MOD
+201.5%
+100.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +27.9% | -27.8% | -2.3% |
| 7D | -6.8% | +40.4% | -47.3% | -9.8% |
| 30D | +0.8% | -14.0% | +14.8% | +1.8% |
| 3M | -0.8% | -33.3% | +32.5% | +2.5% |
| 6M | -8.5% | -51.4% | +42.9% | -3.0% |
| YTD | +5.9% | +1.6% | +4.3% | +7.1% |
| 1Y | +6.6% | +5.4% | +1.2% | +7.5% |
| 3Y | +302.2% | +191.0% | +111.2% | +275.0% |
| All | +302.2% | +201.5% | +100.7% | +275.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling